+599.4%
LMT vs ALM
+7,705.7%
-7,106.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -6.3% | -2.6% | -3.7% | -6.3% |
| 30D | -8.5% | +32.0% | -40.5% | -8.6% |
| 3M | +1.8% | -15.0% | +16.9% | +1.8% |
| 6M | -19.9% | -10.1% | -9.8% | -20.0% |
| YTD | +10.6% | +99.4% | -88.9% | +10.3% |
| 1Y | +17.9% | +316.4% | -298.4% | +17.4% |
| 3Y | +27.0% | +2,022.0% | -1,995.0% | +25.8% |
| 5Y | +68.7% | +941.2% | -872.5% | +67.3% |
| 10Y | +181.1% | +2,950.3% | -2,769.3% | +177.3% |
| All | +599.4% | +7,705.7% | -7,106.4% | +577.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling